Workshop: Econometric Models and Economic Policy Analysis

Centre for Applied and Theoretical Econometrics (CATE), the Model Invariance and Constancy Project and Statistics Norway (SSB) arrange a workshop on econometric models and economic policy analysis. The primary aim of the workshop is to provide a friendly venue for researchers and others that develop, maintain and evaluate econometric models for the analysis and evaluation of economic policy decisions (past, future and counterfactual). A secondary aim is to enable works in progress, in which applied or theoretical econometrics plays an important part, to receive peer feedback.

• Date: Monday 14 October 2024
• Location: BI Norwegian Business School (campus Oslo, Nydalen)
• Time: 11:00 - 16:30
• Room: A2-Blue 6 (Mazemap)
• Organisers: Roger Hammersland (SSB), Ragnar Nymoen (UiO) and Genaro Sucarrat (BI)
• Please contact the organisers if you would like to attend and/or present

Program:

• 11.00-11.30   Rendez-vous by the reception at the main entrance
• 11.30-13.00   Lunch and coffee
• 13.00-13.30   H. Hungnes (SSB): "Back on track when forecasting after extreme observations". Joint with P. Boug (SSB) and T. Kurita (Kyoto Sangyo University)
• 13.30-14.00   R. Hammersland (SSB): "Modeling exchange rates, inflation, and interest rates in open economies: Embracing a Data-Savvy Approach to Estimating New Keynesian Rational Expectations Models". Joint with Dag Kolsrud (SSB)
• 14.00-14.15   Coffee break
• 14.15-14.45   O. Stauskas (BI): "New Tests of Equal Forecast Accuracy for Factor-Augmented Regressions with Weaker Loadings" (PDF)
• 14.45-15.15   A. Morico (University of Bologna): "Cross-sectional subsampling in factor models"
• 15.15-15.30   Coffee break
• 15.30-16.00   J. Ditzen (University of Bolzano): "Global Factors in Non-core Bank Funding and Exchange Rate Flexibility". Joint with Luis Catao and Daniel te Kaat
• 16.00-16.30   R. Nymoen (University of Oslo): "Exchange rate volatility and the Norwegian system of pattern wage bargaining" (PDF)
• 16.30-17.00   G. Sucarrat (BI): "MATIA says... An evaluation of the forecasts of Nasjonalbudsjettet 2025" (PDF)
• 17.30-21.00   Dinner at Villa Paradiso Tivoli (participants pay for their own food and drinks)